The central limit theorem for a nonlinear algorithm based on quantization (Q3043432): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2134094300 / rank | |||
Normal rank | |||
Latest revision as of 03:30, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The central limit theorem for a nonlinear algorithm based on quantization |
scientific article |
Statements
The central limit theorem for a nonlinear algorithm based on quantization (English)
0 references
6 August 2004
0 references
numerical probability
0 references
quantization of random variables
0 references
optimal stopping
0 references
semilinear partial differential equations
0 references
central limit theorem
0 references
American options
0 references
